Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190): Difference between revisions

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-Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
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@@ Property / author: Piotr S. Kokoszka / rank @@
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+Q4407622
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@@ Property / cites work @@
+On discriminating between long-range dependence and changes in mean
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+Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
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@@ links / mardi / name / links / mardi / name @@
+Publication:2270190